“In the case of the interrupt, only the unpredictable free running clock is still provided by the PLL. There is no automatic system clock switch in this case, and the user is required to program the switch through the Mode Entry module (MC_ME). Therefore, it is strongly recommended that the interrupt reaction to a PLL loss of lock is not selected when the PLL is used as the source of the system clock.”

It means that in case PLL unlock occurs, PLL still clocks the core (by unstable clock) into the interrupt where application would trigger SAFE mode. It is however not recommended - FCCU should be set to trigger reset and after reset application should investigate its reason and go to SAFE mode if needed.